Raiffeisen Bank International AG .../  AT0000A379C6  /

Raiffeisen EE
1/24/2025  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.46EUR -1.72% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 17.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A6Q
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.69
Historic volatility: 0.30
Parity: 0.43
Time value: 0.06
Break-even: 21.90
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.84
Theta: -0.01
Omega: 3.63
Rho: 0.02
 

Quote data

Open: 0.46
High: 0.46
Low: 0.46
Previous Close: 0.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+39.39%
3 Months  
+91.67%
YTD  
+31.43%
1 Year  
+6.98%
3 Years     -
5 Years     -
1W High / 1W Low: 0.52 0.44
1M High / 1M Low: 0.52 0.31
6M High / 6M Low: 0.52 0.14
High (YTD): 1/20/2025 0.52
Low (YTD): 1/2/2025 0.31
52W High: 1/20/2025 0.52
52W Low: 10/31/2024 0.14
Avg. price 1W:   0.47
Avg. volume 1W:   0.00
Avg. price 1M:   0.40
Avg. volume 1M:   0.00
Avg. price 6M:   0.26
Avg. volume 6M:   0.00
Avg. price 1Y:   0.28
Avg. volume 1Y:   0.00
Volatility 1M:   121.52%
Volatility 6M:   147.58%
Volatility 1Y:   132.05%
Volatility 3Y:   -